The Abnormal Returns and Volatility of Industry Stock Prices Arising from Holiday Effect: Evidence from Taiwan
碩士 === 國立交通大學 === 經營管理研究所 === 102 === The calendar anomalies in stock market have been widely studied in previous literature. However, the reason of holiday effect has not yet received common explanation among scholars. The paper examines abnormal return and abnormal volatility of both TAIEX and its...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68342948894192488321 |